Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.69% | 3.27 CHF | 3.28 CHF | 50'000 | 50'000 | 31'348 | 30'641 | 103'258 CHF | 101'501 CHF | 55.57% | 55.57% |
12.07.2024 | 0.55% | 3.17 CHF | 3.18 CHF | 50'000 | 50'000 | 38'881 | 38'668 | 122'397 CHF | 122'272 CHF | 33.82% | 33.82% |
11.07.2024 | 0.77% | 3.07 CHF | 3.08 CHF | 50'000 | 50'000 | 29'598 | 28'017 | 92'445 CHF | 87'998 CHF | 66.53% | 66.53% |
10.07.2024 | 0.83% | 3.14 CHF | 3.15 CHF | 50'000 | 50'000 | 27'073 | 25'908 | 84'163 CHF | 81'086 CHF | 90.27% | 90.27% |
09.07.2024 | 0.88% | 3.02 CHF | 3.03 CHF | 50'000 | 50'000 | 26'315 | 25'255 | 78'711 CHF | 76'152 CHF | 99.31% | 99.31% |
08.07.2024 | 0.88% | 2.95 CHF | 2.96 CHF | 50'000 | 50'000 | 27'780 | 26'499 | 81'559 CHF | 78'377 CHF | 82.08% | 82.08% |
05.07.2024 | 0.94% | 2.87 CHF | 2.88 CHF | 50'000 | 50'000 | 26'523 | 25'465 | 74'152 CHF | 71'778 CHF | 98.35% | 98.35% |
04.07.2024 | 0.86% | 2.80 CHF | 2.81 CHF | 50'000 | 50'000 | 27'909 | 27'628 | 77'561 CHF | 77'346 CHF | 81.13% | 81.13% |
03.07.2024 | 0.88% | 2.70 CHF | 2.71 CHF | 50'000 | 50'000 | 27'560 | 26'693 | 79'050 CHF | 77'109 CHF | 84.87% | 84.87% |
02.07.2024 | 0.85% | 2.81 CHF | 2.82 CHF | 50'000 | 50'000 | 29'452 | 27'891 | 82'615 CHF | 78'561 CHF | 67.46% | 67.46% |